S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4066	6.59
$α$	0.0932	7.69
$β$	0.7946	29.28
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	0.0371	0.67
$γ_{3}$	0.0005	0.01
$γ_{4}$	-0.1340	-2.32
$γ_{5}$	0.1571	3.42
$γ_{6}$	-0.1004	-2.65
$γ_{7}$	0.0604	1.59
$γ_{8}$	0.0594	1.39
$γ_{9}$	-0.1648	-3.32
$γ_{10}$	0.1045	2.65

V-Lab

CAE Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:30.97% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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